+1,210.4%
AAPL vs AVAV
+516.1%
+694.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.1% |
| 30D | +1.0% | -20.3% | +21.3% | +3.7% |
| 3M | +5.0% | -19.4% | +24.4% | +6.8% |
| 6M | +23.0% | -35.3% | +58.3% | +27.6% |
| YTD | +16.6% | -38.5% | +55.1% | +19.9% |
| 1Y | +33.4% | -37.2% | +70.6% | +35.5% |
| 3Y | +79.9% | +31.1% | +48.8% | +55.5% |
| 5Y | +109.0% | +41.0% | +68.0% | +71.2% |
| 10Y | +1,210.4% | +508.8% | +701.7% | +796.6% |
| All | +1,210.4% | +516.1% | +694.4% | +796.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling